Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48375.38 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46173.64 Kr¶

PnL: ---------------------------------------> -2048.61 Kr¶

DD now: ---------------------------------> -7.1 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:04:20.213680'

Anic Portfolio¶

Today¶

Return: -0.198 %¶

This Week¶

Return: -0.198 %¶

Total¶

Return: 58.369 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.780000 832.500000 134.500000 19.270000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.300000 709.080000 23.080000 3.360000 686.000016
Tietoevry 2 -1.690000 650.400000 12.400000 1.940000 638.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.530000 495.800000 10.800000 2.230000 485.000000
Mycronic 3 -2.520000 651.000000 -1.000000 -0.150000 651.999999
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
SKF B 3 -3.950000 590.400000 -5.600000 -0.940000 596.000001
ASSA ABLOY B 2 -0.820000 506.400000 -7.600000 -1.480000 514.000000
Embracer Group B 14 -4.290000 679.910000 -9.090000 -1.320000 689.000004
Avanza Bank Holding 2 -3.790000 492.800000 -18.200000 -3.560000 511.000000
Addnode Group B 6 -3.280000 690.600000 -18.400000 -2.600000 709.000002
Husqvarna A 7 -3.100000 613.200000 -19.800000 -3.130000 632.999997
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
Loomis 6 -2.260000 2020.800000 -22.200000 -1.090000 2043.000000
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.340000 612.080000 -27.920000 -4.360000 639.999997
Nordea Bank Abp 30 -3.170000 3733.200000 -29.800000 -0.790000 3762.999990
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -2.790000 580.500000 -37.500000 -6.070000 618.000000
Lagercrantz Group B 5 -1.990000 567.500000 -39.500000 -6.510000 607.000000
Collector Bank 29 -6.200000 1192.480000 -41.520000 -3.360000 1233.999996
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Rejlers B 6 -4.160000 912.000000 -50.000000 -5.200000 961.999998
Mips 1 -2.480000 471.600000 -57.400000 -10.850000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
AFRY 3 -2.640000 520.200000 -74.800000 -12.570000 594.999999
Viaplay Group B 4 -5.700000 945.600000 -91.400000 -8.810000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -3.380000 1800.000000 -154.000000 -7.880000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -2.790000 3561.600000 -576.400000 -13.930000 4138.000000
TOTAL 46193.720000 -2028.530000 -7.06373% 48222.250041

Updated:¶

'2023-03-13 15:04:06.211409'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶